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Symphonies
KMLM Switcher Testfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, one‑ETF switcher using short‑term “heat” and trend signals. It rotates among T‑bills (BIL), 3x long tech (TQQQ), 3x short tech (SQQQ), or long Treasuries (TLT), guided by SPY, XLK, and KMLM to detect the market regime.
NutHow it works
- If SPY 10‑day RSI >80 (too hot), hold BIL (T‑bills). - Else if SPY RSI <30 (washed out), buy TQQQ (3x long QQQ). - Else if XLK 10‑day RSI > KMLM 10‑day RSI, buy TQQQ. - Else if KMLM < its 20‑day avg (downtrend), buy TLT (long Treasuries). - Else buy SQQQ (3x short QQQ). Daily rebalance. RSI = short‑term heat score (0–100). Tickers: SPY=S&P 500; XLK=Tech; KMLM=managed‑futures trend; TQQQ/SQQQ=3x long/short Nasdaq‑100; TLT=long Treasuries; BIL=T‑bills.
CheckmarkValue prop
Out-of-sample: 47.9% annual return vs ~30% for SPY; Calmar ~1.91. A disciplined rotation among TQQQ/SQQQ, TLT and BIL seeks tech upside with risk hedges—offering higher upside with governed risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.410.310.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.19%14.68%2.19%5.01%0.89
KMLM Switcher Testfolio
51,937.44%246.61%-9.06%-6.75%2.24
Initial Investment
$10,000.00
Final Value
$5,203,743.82
Regulatory Fees
$8,853.24
Total Slippage
$59,625.26
Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, momentum/rsi, trend-following, leveraged etfs, tech/nasdaq tilt, bonds/cash hedge, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"KMLM Switcher Testfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"KMLM Switcher Testfolio" is currently allocated toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "KMLM Switcher Testfolio" has returned 47.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "KMLM Switcher Testfolio" is 25.11%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "KMLM Switcher Testfolio", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.